APHKX vs. FAOSX
APHKX (Artisan International Value Fund) and FAOSX (Fidelity Advisor Overseas Fund Class Z) are both Foreign Large Cap Equities funds. Over the past 5 years, APHKX returned 11.89%/yr vs 2.86%/yr for FAOSX. Their correlation of 0.82 means they have usually moved in the same direction. APHKX charges 0.97%/yr vs 1.02%/yr for FAOSX.
Performance
APHKX vs. FAOSX - Performance Comparison
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Returns By Period
APHKX
- 1D
- -0.57%
- 1M
- 1.42%
- 6M
- 11.49%
- YTD
- 15.21%
- 1Y
- 26.59%
- 3Y*
- 16.92%
- 5Y*
- 11.89%
- 10Y*
- 11.52%
- ALL TIME*
- 7.74%
FAOSX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -0.26%
- 3Y*
- 7.96%
- 5Y*
- 2.86%
- 10Y*
- —
- ALL TIME*
- 8.10%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
APHKX vs. FAOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
APHKX Artisan International Value Fund | 15.21% | 22.84% | 6.64% | 22.95% | -6.78% | 16.94% | 8.81% | 24.22% | -15.48% | 20.06% |
FAOSX Fidelity Advisor Overseas Fund Class Z | 0.00% | 15.36% | 5.06% | 20.52% | -24.31% | 19.42% | 15.17% | 27.96% | -14.73% | 26.25% |
Correlation
The correlation between APHKX and FAOSX is 0.37, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.37 |
Correlation (3Y) Balances recent behavior with more history. | 0.70 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.78 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.82 |
Over the past year, the correlation between APHKX and FAOSX has dropped to 0.37 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.
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Return for Risk
APHKX vs. FAOSX — Risk / Return Rank
APHKX
FAOSX
APHKX vs. FAOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan International Value Fund (APHKX) and Fidelity Advisor Overseas Fund Class Z (FAOSX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| APHKX | FAOSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.20 | ||
| Sortino ratioReturn per unit of downside risk | +3.14 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 0.93 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | -0.32 | +2.99 |
| Martin ratioReturn relative to average drawdown | 9.05 | -0.48 | +9.53 |
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Drawdowns
APHKX vs. FAOSX - Drawdown Comparison
The maximum APHKX drawdown since its inception was -56.33%, which is greater than FAOSX's maximum drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for APHKX and FAOSX.
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Drawdown Indicators
| APHKX | FAOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.33% | -36.24% | -20.09% |
Max Drawdown (1Y)Largest decline over 1 year | -9.96% | -7.26% | -2.70% |
Max Drawdown (3Y)Largest decline over 3 years | -10.87% | -13.96% | +3.09% |
Max Drawdown (5Y)Largest decline over 5 years | -24.83% | -36.24% | +11.41% |
Max Drawdown (10Y)Largest decline over 10 years | -38.07% | — | — |
Current DrawdownCurrent decline from peak | -0.57% | -5.86% | +5.29% |
Average DrawdownAverage peak-to-trough decline | -9.04% | -7.90% | -1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 4.48% | -1.55% |
Volatility
APHKX vs. FAOSX - Volatility Comparison
Artisan International Value Fund (APHKX) has a higher volatility of 3.30% compared to Fidelity Advisor Overseas Fund Class Z (FAOSX) at 0.00%. This indicates that APHKX's price experiences larger fluctuations and is considered to be riskier than FAOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| APHKX | FAOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.30% | 0.00% | +3.30% |
Volatility (6M)Calculated over the trailing 6-month period | 10.29% | 0.00% | +10.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.08% | 7.68% | +6.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 16.65% | -2.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.86% | 16.56% | -0.70% |
APHKX vs. FAOSX - Expense Ratio Comparison
APHKX has a 0.97% expense ratio, which is lower than FAOSX's 1.02% expense ratio.
Dividends
APHKX vs. FAOSX - Dividend Comparison
APHKX's dividend yield for the trailing twelve months is around 6.29%, less than FAOSX's 8.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
APHKX Artisan International Value Fund | 6.29% | 7.10% | 4.34% | 3.10% | 2.28% | 10.00% | 0.98% | 3.92% | 5.69% | 4.15% | 3.31% | 6.40% |
FAOSX Fidelity Advisor Overseas Fund Class Z | 8.67% | 8.67% | 1.80% | 1.12% | 0.85% | 2.07% | 0.00% | 1.70% | 5.30% | 3.93% | 0.00% | 0.00% |
Frequently Asked Questions
APHKX and FAOSX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
APHKX has higher volatility (3.30%) compared to FAOSX (0.00%). In terms of maximum drawdown, APHKX dropped -56.33% vs FAOSX's -36.24%.
APHKX currently has the higher Sharpe Ratio (1.90 vs -0.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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